It's not how early you start but how late you leave it up!
We get ours up a week or so after Thanksgiving. But we LEAVE it up until Jan 5th - or Armenian Christmas! To do this you must pay scrupulous attention to tree watering. Here is my successful procedure for having a soft and pliable tree til well into January::
1) Buy early - What? Yep, getting a tree that's been laying around in the cold and wind just sucks the moisture right out of it. We get it as early as possible and put it in water right after getting it home.
2) I make a fresh cut on the bottom even if the guys at Strange's do their own. a) it's usually cock-eyed, hehe, b) it will scab over on the way home, c) it's usually a bit tall and I have to cut off a bit at the top or a couple branches at the bottom (so make a wreath!)
3) But here is the secret - patent pending hehe! Get a 1/2" - 1" spade bit and put it in your electric drill. Then drill around the outside of the trunk below where the water line is in your tree stand (and if your tree stand doesn't hold water - throw it out and get one that does!). Only go in about 1/8" deep - enough to go just through the cambium layer and expose the white wood. This adds about 70% more ways for the water to enter the tree from the bottom. I usually do 4 - 5 spaced out around depending on the trunk diameter. If it's small definitely use a 3/4" or even 1/2" bit.
Then stand back and watch that puppy gulp down 1 1/2 - 2 liters of water a day! Or like ours right now - TWICE a day! Now think about how dry those other trees are getting after 2 -3 WEEKS laying out in the wind and weather, eh?
Anyway that's my 2c worth on trees - have a happy!